+212.7%
GDX vs MDLZ
+7.0%
+205.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.4% |
| 7D | -6.8% | +2.3% | -9.1% | -7.0% |
| 30D | -2.1% | +7.9% | -10.1% | -2.7% |
| 3M | -7.5% | +7.3% | -14.8% | -8.1% |
| 6M | -15.2% | +11.7% | -26.8% | -16.3% |
| YTD | -4.8% | +28.7% | -33.6% | -8.2% |
| 1Y | +6.7% | +22.8% | -16.0% | +3.8% |
| 3Y | +212.7% | +6.6% | +206.1% | +207.6% |
| All | +212.7% | +7.0% | +205.7% | +207.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MDLZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling